+170.6%
AMT vs SYF
+306.8%
-136.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.6% |
| 7D | +0.5% | -2.1% | +2.7% | +0.9% |
| 30D | +13.6% | +2.5% | +11.1% | +13.1% |
| 3M | +11.5% | -6.3% | +17.7% | +12.4% |
| 6M | +6.9% | -1.5% | +8.4% | +6.7% |
| YTD | +10.8% | -10.5% | +21.3% | +11.8% |
| 1Y | +10.3% | +1.5% | +8.8% | +9.1% |
| 3Y | +12.4% | +163.3% | -150.9% | -10.1% |
| 5Y | -20.1% | +66.8% | -86.8% | -31.5% |
| 10Y | +116.8% | +228.5% | -111.7% | +43.8% |
| All | +170.6% | +306.8% | -136.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SYF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling